JTD exposure - Atoti Hub

The JTD Exposure captures the jump-to-default risk that may not be captured by credit spread shocks under the SBM.

Field	Key	Description
As-of Date	Y	Timestamp (at close of business) for the data (T-1)
Trade ID	Y	A unique identifier for the trade (or position)
Risk Factor Name	Y	A unique identifier for the risk-factor
Risk Class	Y	“DRC Sec non-CTP”
Risk Measure	Y	“DRC”
Direction		Is the exposure “long” or “short”
Market Value		The market value of the exposure (JTD)

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